Generally the soil tests done at the County Extension offices just tell you the soil's pH and soluble salts content. If you want a more detailed test done, it costs much more - $25 last time I saw the kit. The Extension office has the kit for you to send your sample in, and it is tested at the nearest agricultural university lab.
But magnesium generally comes in an extremely soluble form, so if you're thinking of testing soil in a garden bed or pot you've been watering regularly, or if you've had a lot of rain it's likely you'll find there's little or no magnesium. Also it's very good for most plants and it's hard to imagine there ever being too much in soil. It's necessary for plants to produce chlorophyll in their leaves.